+1,831.5%
AEHR vs SFM
+140.2%
+1,691.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.7% |
| 7D | +6.4% | +6.0% | +0.3% | +6.1% |
| 30D | -20.3% | -19.5% | -0.8% | -19.6% |
| 3M | -53.8% | -37.0% | -16.8% | -52.8% |
| 6M | -44.8% | -41.0% | -3.8% | -43.6% |
| YTD | +182.2% | -34.6% | +216.9% | +183.9% |
| 1Y | +174.7% | -36.3% | +211.0% | +177.0% |
| 3Y | +143.5% | +24.5% | +119.0% | +125.2% |
| 5Y | +129.9% | +115.9% | +14.0% | +98.5% |
| All | +1,831.5% | +140.2% | +1,691.4% | +1,404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling